COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 206,309: 76,231 43,346 17,967 99,216 130,230 193,414 191,543: 12,895 14,766
Old : 199,811: 75,282 43,946 17,044 95,021 124,166 187,347 185,156: 12,464 14,655
Other: 6,498: 1,777 228 95 4,195 6,064 6,067 6,387: 431 111
: : :
: : Changes in Commitments from: June 27, 2017 :
: 5,852: -970 3,686 2,246 3,314 -2,006 4,590 3,926: 1,262 1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 21.0 8.7 48.1 63.1 93.7 92.8: 6.3 7.2
Old : 100.0: 37.7 22.0 8.5 47.6 62.1 93.8 92.7: 6.2 7.3
Other: 100.0: 27.3 3.5 1.5 64.6 93.3 93.4 98.3: 6.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 105 77 59 61 57 200 165:
Old : 268: 102 77 55 61 54 196 161:
Other: 44: 10 5 1 11 22 22 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 33.9 28.7 44.8 17.4 27.1 25.4 37.7
Old : 18.6 34.7 28.0 44.8 18.1 29.4 26.3 39.3
Other: 70.5 64.5 79.5 81.9 69.9 62.0 78.2 79.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 10,477: 1,951 4,100 201 6,642 4,429 8,794 8,730: 1,683 1,747
Old : 9,166: 1,773 4,100 184 5,671 3,315 7,628 7,599: 1,538 1,567
Other: 1,311: 194 16 1 971 1,114 1,166 1,131: 145 180
: : :
: : Changes in Commitments from: June 27, 2017 :
: -352: -141 59 -53 25 -275 -169 -269: -183 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 39.1 1.9 63.4 42.3 83.9 83.3: 16.1 16.7
Old : 100.0: 19.3 44.7 2.0 61.9 36.2 83.2 82.9: 16.8 17.1
Other: 100.0: 14.8 1.2 0.1 74.1 85.0 88.9 86.3: 11.1 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 18 15 8 21 11 40 33:
Old : 60: 18 15 6 21 9 40 29:
Other: 23: 6 2 1 9 6 16 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 42.7 43.4 62.1 24.6 42.7 39.1 61.5
Old : 29.5 44.9 43.4 65.7 29.5 44.9 43.1 65.7
Other: 58.6 84.6 79.2 86.2 58.6 82.3 79.2 83.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 263,719: 56,458 94,621 40,276 146,744 114,908 243,478 249,805: 20,241 13,914
Old : 133,335: 59,939 76,460 3,878 56,074 44,215 119,891 124,553: 13,444 8,782
Other: 130,384: 22,460 44,102 10,457 90,670 70,693 123,587 125,252: 6,797 5,132
: : :
: : Changes in Commitments from: June 27, 2017 :
: 2,040: -373 -466 4,048 -91 -441 3,584 3,141: -1,544 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 35.9 15.3 55.6 43.6 92.3 94.7: 7.7 5.3
Old : 100.0: 45.0 57.3 2.9 42.1 33.2 89.9 93.4: 10.1 6.6
Other: 100.0: 17.2 33.8 8.0 69.5 54.2 94.8 96.1: 5.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 76 90 57 61 40 176 159:
Old : 231: 84 81 16 45 28 137 117:
Other: 158: 41 53 20 54 30 108 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 20.0 31.5 31.6 13.7 12.7 22.7 22.4
Old : 25.6 21.5 39.2 38.5 23.7 21.5 34.8 37.6
Other: 26.4 30.5 42.1 45.6 20.3 21.5 32.7 32.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 776,748: 199,570 245,468 94,680 417,051 365,281 711,301 705,429: 65,447 71,319
Old : 776,748: 199,570 245,468 94,680 417,051 365,281 711,301 705,429: 65,447 71,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -44,741: -5,281 -6,352 -7,124 -31,591 -28,485 -43,996 -41,961: -745 -2,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 31.6 12.2 53.7 47.0 91.6 90.8: 8.4 9.2
Old : 100.0: 25.7 31.6 12.2 53.7 47.0 91.6 90.8: 8.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 85 64 61 82 69 190 176:
Old : 254: 85 64 61 82 69 190 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 18.3 21.6 28.6 9.8 13.3 16.6 22.7
Old : 12.5 18.3 21.6 28.6 9.8 13.3 16.6 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 224,734: 56,979 84,862 43,250 113,400 88,053 213,629 216,165: 11,105 8,569
Old : 122,558: 60,133 78,943 7,319 47,928 30,072 115,380 116,334: 7,178 6,224
Other: 102,176: 24,908 33,981 7,869 65,472 57,981 98,249 99,831: 3,927 2,345
: : :
: : Changes in Commitments from: June 27, 2017 :
: 2,761: 1,724 -1,237 -118 1,420 3,639 3,026 2,284: -265 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 37.8 19.2 50.5 39.2 95.1 96.2: 4.9 3.8
Old : 100.0: 49.1 64.4 6.0 39.1 24.5 94.1 94.9: 5.9 5.1
Other: 100.0: 24.4 33.3 7.7 64.1 56.7 96.2 97.7: 3.8 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 131 122 105 148 115 336 301:
Old : 413: 137 114 21 104 78 247 207:
Other: 302: 77 72 48 128 76 230 176:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 13.9 22.6 25.1 9.1 11.9 15.3 20.6
Old : 17.1 20.9 27.5 36.9 17.0 19.8 26.6 34.0
Other: 21.5 24.9 29.9 37.0 14.7 18.5 21.8 27.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 50,721: 30,078 24,242 2,926 9,642 20,341 42,646 47,509: 8,075 3,212
Old : 50,721: 30,078 24,242 2,926 9,642 20,341 42,646 47,509: 8,075 3,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 2,586: 2,121 1,743 -182 461 626 2,400 2,187: 186 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 47.8 5.8 19.0 40.1 84.1 93.7: 15.9 6.3
Old : 100.0: 59.3 47.8 5.8 19.0 40.1 84.1 93.7: 15.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 70 48 13 8 8 87 62:
Old : 133: 70 48 13 8 8 87 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 57.5 51.4 69.1 33.4 57.2 49.3 67.4
Old : 35.3 57.5 51.4 69.1 33.4 57.2 49.3 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $50) :
: : :
All : 572,416: 157,932 175,907 10,562 373,105 364,570 541,599 551,039: 30,817 21,377
Old : 572,416: 157,932 175,907 10,562 373,105 364,570 541,599 551,039: 30,817 21,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -7,401: 1,464 2,844 -2,468 -8,149 -8,441 -9,153 -8,065: 1,752 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 30.7 1.8 65.2 63.7 94.6 96.3: 5.4 3.7
Old : 100.0: 27.6 30.7 1.8 65.2 63.7 94.6 96.3: 5.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 73 57 23 114 110 195 182:
Old : 313: 73 57 23 114 110 195 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 23.0 32.4 37.5 17.9 23.0 29.0 37.4
Old : 20.3 23.0 32.4 37.5 17.9 23.0 29.0 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 309,919: 39,868 24,992 11,261 251,875 269,208 303,004 305,461: 6,915 4,458
Old : 309,919: 39,868 24,992 11,261 251,875 269,208 303,004 305,461: 6,915 4,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -382: -1,582 77 213 2,744 248 1,375 538: -1,757 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.1 3.6 81.3 86.9 97.8 98.6: 2.2 1.4
Old : 100.0: 12.9 8.1 3.6 81.3 86.9 97.8 98.6: 2.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 36 10 7 74 52 111 68:
Old : 145: 36 10 7 74 52 111 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 49.2 48.0 71.2 33.0 48.8 45.9 70.5
Old : 33.2 49.2 48.0 71.2 33.0 48.8 45.9 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders - Futures Only, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 1,000,708: 279,932 79,623 29,118 668,289 883,400 977,339 992,141: 23,369 8,567
Old : 1,000,708: 279,932 79,623 29,118 668,289 883,400 977,339 992,141: 23,369 8,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 10,794: 6,479 4,963 717 4,621 7,404 11,817 13,084: -1,023 -2,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.0 2.9 66.8 88.3 97.7 99.1: 2.3 0.9
Old : 100.0: 28.0 8.0 2.9 66.8 88.3 97.7 99.1: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 128 45 23 135 95 273 153:
Old : 351: 128 45 23 135 95 273 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 53.4 34.0 69.7 22.0 53.4 32.3 69.7
Old : 22.9 53.4 34.0 69.7 22.0 53.4 32.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2017